The Gunners suffered a 2-1 home reverse to the Blues on Saturday, but have a chance to return to form when they host the Greek side on matchday two of this year's competition.
"The players are focused and disappointed that we lost the game," the Arsenal manager said before the Group B encounter.
"They are still down of course, but we have a Champions League game in front of us at home and we want to put things right."
He added: "I am confident we will, but that is what we want to show tomorrow."
Arsenal won their opening match against Montepellier, while Olympiakos are pointless after suffering defeat at home to Schalke.
Wenger is still serving a touchline ban and will be without keeper Wojciech Szczesny (ankle), Abou Diaby (thigh), as well as long-term absentees Bacary Sagna and Tomas Rosicky. Mikel Arteta (ankle) faces a fitness test tomorrow morning.